Showing math.OCShow all
2 papers · 1 filter
math.OC2026
Stochastic maximum principle for optimal control of infinitely delayed systems of functional type in infinite dimensions
Guanwei Cheng
This paper studies the optimal control problems of stochastic evolution equations with infinite delay of general functional type. By introducing a non-anticipative path derivative…
math.OC2025
Stochastic Maximum Principle for Optimal Control of Anticipated Backward Stochastic Systems with Delays
Guanwei Cheng
This paper investigates optimal control problems for delayed systems governed by Infinitely Anticipated Backward Stochastic Differential Equations (IABSDEs). Unlike existing framew…